-1.0%
PPL vs BR
-12.0%
+11.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +1.9% | -2.8% | -1.0% |
| 30D | +3.0% | +15.9% | -12.9% | +2.5% |
| 3M | +1.1% | +13.7% | -12.5% | +0.6% |
| 6M | -0.8% | +31.0% | -31.8% | -2.2% |
| YTD | +3.5% | -12.0% | +15.4% | +1.8% |
| All | -1.0% | -12.0% | +11.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling